+311.3%
ARM vs SPMO
+158.1%
+153.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +2.7% |
| 7D | +11.4% | +3.4% | +8.0% | +4.2% |
| 30D | -7.4% | +0.5% | -8.0% | -8.2% |
| 3M | -24.5% | +1.9% | -26.4% | -26.2% |
| 6M | +128.7% | +27.8% | +100.8% | +44.8% |
| YTD | +139.3% | +26.7% | +112.6% | +54.2% |
| 1Y | +88.0% | +28.9% | +59.1% | +17.4% |
| All | +311.3% | +158.1% | +153.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling